+549.2%
APH vs TE
-53.0%
+602.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.8% |
| 7D | +5.0% | -4.0% | +8.9% | +5.3% |
| 30D | -3.9% | -15.9% | +12.0% | -2.7% |
| 3M | +13.0% | -60.5% | +73.5% | +20.5% |
| 6M | +25.2% | -35.2% | +60.4% | +26.5% |
| YTD | +22.9% | -31.1% | +54.1% | +22.8% |
| 1Y | +47.8% | +148.6% | -100.8% | +30.0% |
| 3Y | +283.0% | -26.4% | +309.4% | +251.9% |
| 5Y | +349.7% | -48.0% | +397.7% | +313.1% |
| All | +549.2% | -53.0% | +602.1% | +489.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling